+120.8%
EXPE vs SPXS
-80.3%
+201.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -0.6% |
| 7D | -0.5% | -7.5% | +7.0% | -3.6% |
| 30D | -6.1% | +5.3% | -11.4% | -2.7% |
| 3M | -21.3% | +9.7% | -31.0% | -16.8% |
| 6M | +19.0% | -4.6% | +23.6% | +19.6% |
| YTD | -8.4% | -25.8% | +17.4% | -16.1% |
| 1Y | -2.8% | -28.8% | +26.0% | -12.1% |
| 3Y | +120.8% | -80.2% | +200.9% | +33.5% |
| All | +120.8% | -80.3% | +201.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling